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Senior Associate, Fixed Income Risk Analyst

Location

New York

Job description

Position: Senior Associate, Fixed Income Risk Analyst

Reports to: Director of Risk

Position Summary:

The Fixed Income Risk Analyst will be a member of the Risk Office responsible for facilitating Wafra’s Global Enterprise Risk Management (ERM) Program. ERM consists of Operational Risk, Third-Party Risk Management, Internal Audit, Business Continuity, and Investment Risk Management. The Risk Analyst will focus on the Fixed Income investment risks but will be involved in supporting all the responsibilities of the Risk Office.

Duties and Responsibilities:

The Risk Analyst will assist the Risk Office in conducting independent oversight of the Fixed Income Portfolio Management team. Responsibilities include the following:

  • Monitor portfolio risk and adherence to risk guideline
  • Assess the Fixed Income portfolio performance and produce risk review dashboards
  • Develop and utilize models that quantify overall portfolio risk and decompose total risk into contributions from major sources (e.g., country, interest rates, currency, sector)
  • Take ownership of monthly updates of reference portfolios, summary index statistics and team’s portfolio dashboards. Run weekly, monthly, and quarterly exposure analytics highlighting relevant investment risk takeaways

Qualifications:

  • Significant hands on experience developing quantitative tools and extensive experience using mathematical modeling tools (e.g., Matlab, R, S-Plus, Python) is essential
  • Master’s degree or Bachelor’s degree plus 5 years of relevant work experience required
  • Strong analytical, quantitative and technical abilities, including advanced knowledge of financial applications such as Barclay’s POINT and Bloomberg PORT
  • Ability to review and synthesize information and form independent judgements with exceptional attention to detail
  • Deep fundamental understanding of the dynamics of global interest rate and currency markets as well as the economic drivers of fixed income portfolio risk in general
  • Applicants must be currently authorized to work in the United States without the need for visa sponsorship now or in the future

To apply, please send your resume to riskrecruitment@wafra.com with the subject “Senior Associate – Fixed Income Risk Analyst”

Wafra Inc. is an equal opportunity employer.

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